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We consider a setting in which $N$ agents aim to speedup a common Stochastic Approximation (SA) problem by acting in parallel and communicating with a central server. We assume that the up-link transmissions to the server are subject to…

Artificial Intelligence · Computer Science 2024-08-05 Nicolò Dal Fabbro , Arman Adibi , H. Vincent Poor , Sanjeev R. Kulkarni , Aritra Mitra , George J. Pappas

This paper introduces a novel continuous-time dynamic average consensus algorithm for networks whose interaction is described by a strongly connected and weight-balanced directed graph. The proposed distributed algorithm allows agents to…

Optimization and Control · Mathematics 2014-01-28 Solmaz S. Kia , Jorge Cortes , Sonia Martinez

We study distributed computation in synchronous dynamic networks where an omniscient adversary controls the unidirectional communication links. Its behavior is modeled as a sequence of directed graphs representing the active (i.e. timely)…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-03-20 Martin Biely , Peter Robinson , Ulrich Schmid

We propose deterministic timed automata (DTA) as a model-independent language for specifying performance and dependability measures over continuous-time stochastic processes. Technically, these measures are defined as limit frequencies of…

Systems and Control · Computer Science 2015-03-17 Tomáš Brázdil , Jan Krčál , Jan Křetínský , Antonín Kučera , Vojtěch Řehák

In this paper, a stochastic approximation (SA) based distributed algorithm is proposed to solve the resource allocation (RA) with uncertainties. In this problem, a group of agents cooperatively optimize a separable optimization problem with…

Optimization and Control · Mathematics 2016-11-01 Peng Yi , Jinlong Lei , Yiguang Hong

Existing works on distributed consensus explore linear iterations based on reversible Markov chains, which contribute to the slow convergence of the algorithms. It has been observed that by overcoming the diffusive behavior of reversible…

Information Theory · Computer Science 2016-11-18 Wenjun Li , Yanbing Zhang , Huaiyu Dai

This paper discusses distributed approaches for the solution of random convex programs (RCP). RCPs are convex optimization problems with a (usually large) number N of randomly extracted constraints; they arise in several applicative areas,…

Optimization and Control · Mathematics 2012-07-27 Luca Carlone , Vaibhav Srivastava , Francesco Bullo , Giuseppe Calafiore

In Part II [3] we carried out a detailed mean-square-error analysis of the performance of asynchronous adaptation and learning over networks under a fairly general model for asynchronous events including random topologies, random link…

Systems and Control · Computer Science 2014-12-17 Xiaochuan Zhao , Ali H. Sayed

This paper investigates the problem of distributed stochastic approximation in multi-agent systems. The algorithm under study consists of two steps: a local stochastic approximation step and a diffusion step which drives the network to a…

Multiagent Systems · Computer Science 2014-10-28 Gemma Morral , Pascal Bianchi , Gersende Fort

In this paper we propose and analyze a distributed algorithm for achieving globally optimal decisions, either estimation or detection, through a self-synchronization mechanism among linearly coupled integrators initialized with local…

Multiagent Systems · Computer Science 2009-11-13 Gesualdo Scutari , Sergio Barbarossa , Loreto Pescosolido

The iterative consensus problem requires a set of processes or agents with different initial values, to interact and update their states to eventually converge to a common value. Protocols solving iterative consensus serve as building…

Cryptography and Security · Computer Science 2012-08-10 Zhenqi Huang , Sayan Mitra , Geir Dullerud

We propose an asynchronous, decentralized algorithm for consensus optimization. The algorithm runs over a network in which the agents communicate with their neighbors and perform local computation. In the proposed algorithm, each agent can…

Optimization and Control · Mathematics 2017-03-06 Tianyu Wu , Kun Yuan , Qing Ling , Wotao Yin , Ali H. Sayed

This thesis is concerned with distributed control and coordination of networks consisting of multiple, potentially mobile, agents. This is motivated mainly by the emergence of large scale networks characterized by the lack of centralized…

Optimization and Control · Mathematics 2010-10-01 Alex Olshevsky

We present a Markov-chain analysis of blockwise-stochastic algorithms for solving partially block-separable optimization problems. Our main contributions to the extensive literature on these methods are statements about the Markov operators…

Optimization and Control · Mathematics 2023-11-01 D. Russell Luke

We present RandomizedCCA, a randomized algorithm for computing canonical analysis, suitable for large datasets stored either out of core or on a distributed file system. Accurate results can be obtained in as few as two data passes, which…

Machine Learning · Statistics 2014-11-14 Paul Mineiro , Nikos Karampatziakis

We describe several features of parallel or distributed asynchronous iterative algorithms such as unbounded delays, possible out of order messages or flexible communication. We concentrate on the concept of macroiteration sequence which was…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-10-11 Didier El Baz

Many problems can be solved by iteration by multiple participants (processors, servers, routers etc.). Previous mathematical models for such asynchronous iterations assume a single function being iterated by a fixed set of participants. We…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-07-20 Matthew L. Daggitt , Timothy G. Griffin

In this paper, we consider the convergence of a very general asynchronous-parallel algorithm called ARock, that takes many well-known asynchronous algorithms as special cases (gradient descent, proximal gradient, Douglas Rachford, ADMM,…

Optimization and Control · Mathematics 2017-08-28 Robert Hannah , Wotao Yin

This paper considers the problem of dynamic average consensus algorithm design for a group of communicating agents. This problem consists of designing a distributed algorithm that enables a group of agents with communication and computation…

Systems and Control · Computer Science 2018-11-27 Solmaz S. Kia , Bryan Van Scoy , Jorge Cortes , Randy A. Freeman , Kevin M. Lynch , Sonia Martinez

In this work and the supporting Parts II [2] and III [3], we provide a rather detailed analysis of the stability and performance of asynchronous strategies for solving distributed optimization and adaptation problems over networks. We…

Systems and Control · Computer Science 2014-12-17 Xiaochuan Zhao , Ali H. Sayed